Math 2418

Exam III - Spring 2013

Math 2418
Exam III - Spring 2013
Solutions

2/3 1/6
Problem 1 Consider the discrete linear system x(t + 1) = Ax(t) where A =
1/3 5/6

3
with x(0) =
.
3
(a) Explain why A is not unitarily diagonalizable.
Solution
A is unitarily diagonalizable iff A A = AA which fails in this case.
One could argue by determining that the eigenspaces are not orthogonal.

(b) Diagonalize A.
Solution
det(A I) = 2 23 +

1
2

= 12 (t 1)(2t 1) and this has roots 1 = 1 > 2 = 12 .

1/3 1/6
1 1/2
1/2
For 1 = 1: NS(A I) = NS
= NS
which has basis vector
.
1/3 1/6
0
0
1

1
I take v1 =
2

For 1 = 1/2: NS(A

1
I)
2

1 1
So P =
and so P 1 =
2 1

1
3

1 1
A=
2 1

Solution
u(0) =

1 1
2 1

3
0
=
3
3

1 0 1 1 1
0 1/2 3 2 1

(c) Under the change of basis u = P 1 x what is u(0)?

1 1
1 0
and and =
.
2 1
0 1/2

1
3

1
1/6 1/6
1 1
= NS
= NS
which has basis vector v2 =
.
1/3 1/3
0 0
1

Math 2418

Exam III - Spring 2013

(d) Find the closed form solution to u(t) = t u(0), where is the diagonal matrix in
A = P P 1
Solution

1
0
u(t) =
0 (1/2)t

0
0
=
3
3(1/2)t

0
You should get an answer so that u(5) =
!
0.9375

(e) Give the closed form solution for x(t).

Solution

1
x(t) = P u(t) = 3(1/2)
1
t

Problem 2 (20 pts) Let

1
1

A=
1
1

1
1
0
1

1
0

1
1

(a) Find the QR decomposition of A.

Solution
1

Q=

12

2
1
2
1
2

1
3
6
1
3
6
1
2 3
1
3
6

2
3
23

0

1
2

1
2

2
3

T
and R = Q A = 0
0

1
2

3
2
1

6
2
3

(b) Find the projection matrices PCS(A) and PCS(A) . (You may either compute these
directly or use Q.)
Solution

Math 2418

Exam III - Spring 2013

0
0 1

= QQ =
0 0
1
0
2
2

PCS(A)

0 21
0 0

1 0
0 21

This could also be computed using AA = A(A A)1 A .

1
1

. Write v = u + w where u CS(A) and w CS(A) .

(c) Let v =
1
1

Solution
0
1
1
0

and w = v u =

u = PCS(A) v =
1
0
0
1

(d) What is dist(v, CS(A))?

Solution
dist(v, CS(A)) = kv PCS(A) vk = kwk =

2, where w is as in previous part.

Problem 3 (20 pts) Let L : R2 R3 be the linear transformation given by

L(1, 1) = (1, 0, 1) L(1, 1) = (1, 1, 1)
(a) Give the matrix of L with respect to the basis B = {(1, 0, 1), (1, 1, 1), (1, 2, 1)} for
R3 and C = {(1, 1), (1, 1)} for R2 . This is the matrix we called [L]B,C . (This should
be a 3 2 matrix.)
Solution

[L]B,C = L(1, 1)B L(1, 1)B = (1, 0, 1)C (1, 1, 1)C

1 0

=
0 1
0 0

(b) Find the matrix for converting from standard coordinates in R2 to C coordinates.
Solution

Math 2418

Exam III - Spring 2013

1 1
C=
so C 1 =
1 1

1
2

1 1
.
1 1

(c) Find the matrix for L with respect to the standard basis, this is the matrix we called
[L].
Check that
the matrix you get actually moves the vectors in the correct way, i.e.,

1
1

[L]
= 0 , ...
1
1
Solution
[L] = [id]Standard,B [L]B,C [id]C,Standard = B[L]B,C C 1

1 1
1
1 0
1
0

1/2 1/2
= 0 1 2 0 1
= 1/2 1/2

1/2 1/2
1 1 1 0 0
0
1

1
0

Problem 4 Compute an SVD of A = 1/2 1/2

0
1
Solution

Math 2418

Exam III - Spring 2013

We can read this off the

1/ 2 1/ 3
A=
0
1/3
1/ 2 1/ 3

1/ 2 1/ 3
=
0
1/3
1/ 2 1/ 3

previous problem since

#"
#
1/6
2 0
0
1 0 "
1/2 1/ 2
0

1/ 2
2/ 6 0
3 0 0 1
0
1/ 2 1/ 2 1/ 2
1/ 6
6 0 0
0
0

#
1 0 "
1/6
1/ 2

3 1/2
2/ 6 0

2
1/ 2 1/ 2
1/ 6 0 0

5/4 1/4
This is almost the SVD. To find the SVD directly we start with A A =
has
1/4 5/4
24
+ 16
and this has roots 1 = 64 > 2 = 1. So the singular
characteristic polynomial
2 10
4

values are 1 = 32 > 2 = 1.

T

The eigenvectors for AT A, i.e., the left singular vectors are computed

1/4 1/4
1 1
1
1 = 6/4: NS(A A I) = NS
= NS
has basis
.
1/4 1/4
0 0
1
T

1/4 1/4
1 1
1
2 = 1: NS(A A I) = NS
= NS
has basis
.
1/4 1/4
0 0
1
"
#

1/ 2 1/2
.
So V =
1/ 2 1/ 2
T

Now

1
1
1 1
1
u1 = A
= 1
1
2 1
3 1

1
1 1
1
1
= 0
u2 = A
2
2 1
2 1

1
1
Finally we need to find unit vector u3 orthogonal to u1 and u2 . Clearly u3 = 2
6 1
will work and we get

3
"

#
1/ 3 1/ 2 1/6
0

2
1/ 2 1/2
0
2/ 6 0 1
1/ 3

1/ 2 1/ 2
0 0
1/ 3 1/ 2 1/ 6

Problem 5 (10 pt) For each of the following write either

%or !in every box. Every box

Math 2418

Exam III - Spring 2013

is counted! If a box is left blank it will be counted incorrect!

(a) For an n n matrix A which of the following imply that A is diagonalizable?

!
%
!
!
!
%
!
!
%
!

A is hermitian.
A is invertible.
A unitary.
A has n-distinct eigenvalues.
A has n linearly independent eigenvectors.
All eigenvalues of A are real.
The geometric multiplicity of each eigenvalue is the same as the algebraic multiplicity for each eigenvalue.
A = B T B.
A = B2.
A A = AA , i.e., A is normal.

(b) For an n n matrix A which of the following imply that A is unitarily diagonalizable?

!
%
!
%
%
%
%

A is hermitian.
A is invertible.
A unitary.
A has n-distinct eigenvalues.
A has n linearly independent eigenvectors.
All eigenvalues of A are real.
The geometric multiplicity of each eigenvalue is the same as the algebraic multiplicity for each eigenvalue.

Math 2418

!
%
!

Exam III - Spring 2013

A = B T B.
A = B2.
A A = AA , i.e., A is normal.

Problem 6 (16 pts; 1 each) Indicate whether each of the following are always true (T) or
sometimes false (F).

T F

If L : R3 R3 rotates counter clockwise with respect to the vector n = (1, 1, 2) and

then reflects through the plane 2x 3y + z = 0, then [L] is unitarily diagonalizable.

T F

If L : R3 R3 projects onto the plane through the origin with normal vector n =
(1, 1, 2) and scales by a factor of 2 along v = (1, 1, 1), then L is diagonalizable.

T F

If L : R3 R3 projects onto the plane through the origin with normal vector
n = (1, 1, 2) and scales by a factor of 2 along v = (1, 1, 2), then L is unitarily diagonalizable.

T F

If m n matrix A has linearly independent columns, then A A can be written as R R

for some upper triangular invertible n n matrix R?

T F
T F

Every positive definite matrix can be written as K K for some upper triangular K.

T F
T F

If A is unitary, then AA is the projection matrix for projecting onto CS(A).

T F
T F

If h u | vi is any inner product on Rn , then there is an invertible upper triangular matrix

K so that h u | vi = (Kv)T (Ku) = v (K K)u?

Every hermitian matrix with no zero pivots can be written as LDL for some lower
triangular L with 1s on the diagonal. (Hint consider [ 01 10 ].)
If A is positive definite, then all diagonal entries must be real and positive.
If A is hermitian and all diagonal entries are positive, then A is positive definite.

T F

1 1 1
T
h u | vi = u 1 3 1
v is a valid inner product on R2 ?
1 1 6

T F

A = A for any A.

T F

T F
T F

1/2 0 1/2

1 0
0
is an orthogonal projection matrix.
1/2 0 1/2

1 2
is an orthogonal projection matrix.
2 1

Every matrix has a spectral decomposition.

Math 2418

T F

some matrices A fail to have an SVD decomposition.

Exam III - Spring 2013